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A note on strong-consistency of componentwise ARH(1) predictors

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dc.contributor.authorRuiz Medina, María Dolores
dc.contributor.authorÁlvarez Liébana, Javier
dc.date.accessioned2024-01-30T08:34:22Z
dc.date.available2024-01-30T08:34:22Z
dc.date.issued2019
dc.description.abstractNew results on strong-consistency in the trace operator norm are obtained, in the parameter estimation of an autoregressive Hilbertian process of order one (ARH(1) process). Additionally, a strongly-consistent diagonal componentwise estimator of the autocorrelation operator is derived, based on its empirical singular value decomposition.en
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Estudios Estadísticos
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Economía y Competitividad (España)
dc.description.statuspub
dc.identifier.citationRuiz-Medina y Álvarez-Liébana (2019) «A note on strong-consistency of componentwise ARH(1) predictors», Statistics and Probability Letters, 145, pp. 224-228. doi:10.1016/J.SPL.2018.09.004.
dc.identifier.doi10.1016/J.SPL.2018.09.004
dc.identifier.issn0167-7152
dc.identifier.officialurlhttps://doi.org/10.1016/J.SPL.2018.09.004
dc.identifier.relatedurlhttps://www.sciencedirect.com/science/article/pii/S0167715218303031?via%3Dihub
dc.identifier.urihttps://hdl.handle.net/20.500.14352/96307
dc.journal.titleStatistics and Probability Letters
dc.language.isoeng
dc.page.final228
dc.page.initial224
dc.publisherElsevier
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rights.accessRightsrestricted access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject.cdu519.8
dc.subject.keywordDimension reduction techniques
dc.subject.keywordEmpirical orthogonal bases
dc.subject.keywordFunctional prediction
dc.subject.keywordStrong-consistency
dc.subject.keywordTrace norm
dc.subject.ucmInvestigación operativa (Estadística)
dc.subject.unesco1207 Investigación Operativa
dc.titleA note on strong-consistency of componentwise ARH(1) predictorsen
dc.typejournal article
dc.type.hasVersionVoR
dc.volume.number145
dspace.entity.typePublication
relation.isAuthorOfPublicationcb530a87-36bd-49bf-be31-3d219d0ba5f5
relation.isAuthorOfPublication.latestForDiscoverycb530a87-36bd-49bf-be31-3d219d0ba5f5

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